Model Monitoring Role - BFSI

Profile- Model Monitoring

Location- Noida

Experience Required- 2-4 years

Skills :

- Model Development/ Model Validation/ Model Implementation.

- Credit Risk Domain.

- R/SAS/Python.

JD:

- Monitoring and Analysis of Decision, Impairment and Basel suite of models across banking portfolios including Mortgage, Cards, Loans, SME etc.

- Documentation of monitoring reports as per the standard guidelines and presentation of the same to various decision making committees

- Drive and provide support in the Model Management decision making, model improvements and governance activities

What will you be doing?

- Quickly understand construct of various credit risk models and produce timely and accurate model monitoring packs

- Interpret various metrics and trends present in the model monitoring packs and analyze the impact they have on related portfolios

- Present monitoring analysis to the portfolio teams and various decision making committees and assist in the decision making process

- Standardize & automate the monitoring packs using appropriate software and statistical programming languages e.g. Excel, Access, SQL, Visual Basic, SAS etc.

- Drive and provide support in the monitoring governance activities like writing minutes of meetings, follow up to close action items etc.

What we are looking for:

- Strong analytical, technical and/or statistical skills

- Strong understanding of model monitoring

- Basic understanding of banking products and lending procedures

- Knowledge of credit risk models and their usage in the Banking environment

- Knowledge of various statistical techniques used in analytics (regression, time series, cluster analysis etc.)

- Good at carrying out statistical analysis using appropriate software and statistical programming languages e.g. Excel, Access, SQL, Visual Basic, R, SAS, Python etc.

- Excellent written and verbal communication skills. Ability to articulate complex modelling metrics at various level

- Self-starter who can take initiative to automate the monitoring activity to the maximum level.